通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
パラメーター | Slippage=3; 許容スプレッド=50; 複利運用基準値=0; トレードモード=""; 最大ポジション=4; BBbreak_M15_MagicNumber=33100001; BBbreak_M15_Lots=0.1; BBbreak_M15_週末決済=""; BBbreak_M15_再エントリー抑止足数=1; BBbreak_M15_最大テイクプロフィット=300; BBbreak_M15_最大ストップロス=75; HLband_H4_MagicNumber=32610101; HLband_H4_Lots=0.1; HLband_H4_最大テイクプロフィット=480; HLband_H4_最大ストップロス=55; HLband_M15_MagicNumber=32630101; HLband_M15_Lots=0.1; HLband_M15_再エントリー抑止足数=4; HLband_M15_最大テイクプロフィット=340; HLband_M15_最大ストップロス=95; BBexpand_H1_MagicNumber=32015200; BBexpand_H1_Lots=0.1; BBexpand_H1_最大テイクプロフィット=240; BBexpand_H1_最大ストップロス=58; BBbW_M15_MagicNumber=33101001; BBbW_M15_LotsL1=0; BBbW_M15_LotsL2=0; BBbW_M15_最大テイクプロフィット=320; BBbW_M15_最大ストップロス=1000; BBHL_MagicNumberB=34101101; BBHL_MagicNumberS=34101201; BBHL_Lots=0.1; 両建て=""; BBHL_最大テイクプロフィット=168; BBHL_最大ストップロス=400; | ||||
テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
不整合チャートエラー | 0 | ||||
初期証拠金 | 500000.00 | スプレッド | 変動 | ||
純益 | 12650280.00 | 総利益 | 30492890.00 | 総損失 | -17842610.00 |
プロフィットファクタ | 1.71 | 期待利得 | 2520.98 | ||
絶対ドローダウン | 3510.00 | 最大ドローダウン | 271850.00 (2.90%) | 相対ドローダウン | 22.09% (204820.00) |
総取引数 | 5018 | 売りポジション(勝率%) | 2553 (45.20%) | 買いポジション(勝率%) | 2465 (46.90%) |
勝率(%) | 2310 (46.03%) | 負率 (%) | 2708 (53.97%) | ||
最大 | 勝トレード | 59930.00 | 敗トレード | -40990.00 | |
平均 | 勝トレード | 13200.39 | 敗トレード | -6588.85 | |
最大 | 連勝(金額) | 15 (188390.00) | 連敗(金額) | 17 (-112640.00) | |
最大 | 連勝(トレード数) | 239680.00 (13) | 連敗(トレード数) | -122930.00 (10) | |
平均 | 連勝 | 2 | 連敗 | 3 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
5701 | 2015.01.09 16:00 | sell | 2662 | 0.10 | 180.690 | 181.500 | 177.900 | ||
5702 | 2015.01.09 18:15 | sell | 2663 | 0.10 | 179.624 | 180.382 | 176.632 | ||
5703 | 2015.01.09 19:00 | sell | 2664 | 0.10 | 179.759 | 180.343 | 177.363 | ||
5704 | 2015.01.12 11:00 | close | 2664 | 0.10 | 179.458 | 180.343 | 177.363 | 3010.00 | 6929340.00 |
5705 | 2015.01.12 12:18 | s/l | 2663 | 0.10 | 180.375 | 180.382 | 176.632 | -7510.00 | 6921830.00 |
5706 | 2015.01.12 17:45 | close | 2662 | 0.10 | 179.530 | 181.500 | 177.900 | 11600.00 | 6933430.00 |
5707 | 2015.01.12 17:45 | buy | 2665 | 0.10 | 179.514 | 178.703 | 182.303 | ||
5708 | 2015.01.13 03:00 | sell | 2666 | 0.10 | 178.782 | 179.535 | 175.785 | ||
5709 | 2015.01.13 03:05 | s/l | 2665 | 0.10 | 178.707 | 178.703 | 182.303 | -8070.00 | 6925360.00 |
5710 | 2015.01.13 07:21 | s/l | 2666 | 0.10 | 179.542 | 179.535 | 175.785 | -7600.00 | 6917760.00 |
5711 | 2015.01.13 18:15 | sell | 2667 | 0.10 | 179.612 | 180.416 | 176.816 | ||
5712 | 2015.01.13 20:30 | sell | 2668 | 0.10 | 178.642 | 179.385 | 175.635 | ||
5713 | 2015.01.14 07:45 | modify | 2667 | 0.10 | 179.612 | 178.602 | 176.816 | ||
5714 | 2015.01.14 08:30 | modify | 2668 | 0.10 | 178.642 | 178.288 | 175.635 | ||
5715 | 2015.01.14 09:15 | close | 2668 | 0.10 | 177.630 | 178.288 | 175.635 | 10120.00 | 6927880.00 |
5716 | 2015.01.14 11:01 | s/l | 2661 | 0.10 | 176.865 | 176.868 | 182.548 | -40040.00 | 6887840.00 |
5717 | 2015.01.14 20:30 | close | 2667 | 0.10 | 178.175 | 178.602 | 176.816 | 14370.00 | 6902210.00 |
5718 | 2015.01.14 20:30 | buy | 2669 | 0.10 | 178.174 | 177.347 | 180.947 | ||
5719 | 2015.01.15 11:49 | s/l | 2669 | 0.10 | 177.337 | 177.347 | 180.947 | -8370.00 | 6893840.00 |
5720 | 2015.01.15 12:15 | sell | 2670 | 0.10 | 177.727 | 178.517 | 174.917 | ||
5721 | 2015.01.15 19:38 | t/p | 2656 | 0.10 | 176.735 | 182.094 | 176.744 | 47990.00 | 6941830.00 |
5722 | 2015.01.15 20:00 | sell | 2671 | 0.10 | 176.845 | 177.398 | 172.048 | ||
5723 | 2015.01.16 10:12 | s/l | 2671 | 0.10 | 177.397 | 177.398 | 172.048 | -5520.00 | 6936310.00 |
5724 | 2015.01.16 11:15 | close | 2670 | 0.10 | 177.260 | 178.517 | 174.917 | 4670.00 | 6940980.00 |
5725 | 2015.01.16 11:15 | buy | 2672 | 0.10 | 177.261 | 176.445 | 180.045 | ||
5726 | 2015.01.19 05:15 | close | 2672 | 0.10 | 177.170 | 176.445 | 180.045 | -910.00 | 6940070.00 |
5727 | 2015.01.19 05:15 | sell | 2673 | 0.10 | 177.159 | 177.961 | 174.361 | ||
5728 | 2015.01.19 11:43 | s/l | 2673 | 0.10 | 177.953 | 177.961 | 174.361 | -7940.00 | 6932130.00 |
5729 | 2015.01.20 08:30 | buy | 2674 | 0.10 | 178.603 | 177.834 | 181.584 | ||
5730 | 2015.01.20 14:00 | modify | 2674 | 0.10 | 178.603 | 178.825 | 181.584 | ||
5731 | 2015.01.21 05:29 | s/l | 2674 | 0.10 | 178.830 | 178.825 | 181.584 | 2270.00 | 6934400.00 |
5732 | 2015.01.23 10:00 | sell | 2675 | 0.10 | 177.052 | 177.809 | 174.059 | ||
5733 | 2015.01.23 15:00 | sell | 2676 | 0.10 | 176.890 | 180.293 | 175.468 | ||
5734 | 2015.01.26 02:00 | modify | 2675 | 0.10 | 177.052 | 176.801 | 174.059 | ||
5735 | 2015.01.26 02:14 | s/l | 2675 | 0.10 | 176.814 | 176.801 | 174.059 | 2380.00 | 6936780.00 |
5736 | 2015.01.27 12:30 | sell | 2677 | 0.10 | 177.966 | 178.759 | 175.159 | ||
5737 | 2015.01.27 17:39 | s/l | 2677 | 0.10 | 178.760 | 178.759 | 175.159 | -7940.00 | 6928840.00 |
5738 | 2015.01.27 19:00 | sell | 2678 | 0.10 | 178.718 | 179.524 | 175.924 | ||
5739 | 2015.01.28 19:30 | close | 2678 | 0.10 | 178.801 | 179.524 | 175.924 | -830.00 | 6928010.00 |
5740 | 2015.01.28 19:30 | buy | 2679 | 0.10 | 178.800 | 177.978 | 181.578 | ||
5741 | 2015.01.28 22:28 | s/l | 2679 | 0.10 | 177.972 | 177.978 | 181.578 | -8280.00 | 6919730.00 |
5742 | 2015.01.29 14:15 | buy | 2680 | 0.10 | 178.730 | 177.910 | 181.510 | ||
5743 | 2015.01.29 17:42 | s/l | 2680 | 0.10 | 177.898 | 177.910 | 181.510 | -8320.00 | 6911410.00 |
5744 | 2015.01.29 18:45 | sell | 2681 | 0.10 | 177.762 | 178.509 | 174.759 | ||
5745 | 2015.01.30 01:08 | s/l | 2681 | 0.10 | 178.505 | 178.509 | 174.759 | -7430.00 | 6903980.00 |
5746 | 2015.01.30 09:15 | sell | 2682 | 0.10 | 177.469 | 178.213 | 174.463 | ||
5747 | 2015.01.30 18:00 | modify | 2682 | 0.10 | 177.469 | 177.147 | 174.463 | ||
5748 | 2015.01.30 21:30 | s/l | 2682 | 0.10 | 177.138 | 177.147 | 174.463 | 3310.00 | 6907290.00 |
5749 | 2015.02.03 06:15 | sell | 2683 | 0.10 | 175.976 | 176.723 | 172.973 | ||
5750 | 2015.02.03 08:00 | sell | 2684 | 0.10 | 175.750 | 176.291 | 170.941 | ||
5751 | 2015.02.03 10:38 | s/l | 2684 | 0.10 | 176.287 | 176.291 | 170.941 | -5370.00 | 6901920.00 |
5752 | 2015.02.03 12:38 | s/l | 2683 | 0.10 | 176.716 | 176.723 | 172.973 | -7400.00 | 6894520.00 |
5753 | 2015.02.03 19:00 | buy | 2685 | 0.10 | 177.762 | 175.497 | 179.438 | ||
5754 | 2015.02.05 15:18 | t/p | 2685 | 0.10 | 179.442 | 175.497 | 179.438 | 16800.00 | 6911320.00 |
5755 | 2015.02.05 15:30 | buy | 2686 | 0.10 | 179.494 | 178.593 | 182.343 | ||
5756 | 2015.02.05 17:00 | buy | 2687 | 0.10 | 179.647 | 175.645 | 181.325 | ||
5757 | 2015.02.05 20:40 | s/l | 2676 | 0.10 | 180.304 | 180.293 | 175.468 | -34140.00 | 6877180.00 |
5758 | 2015.02.06 15:30 | sell | 2688 | 0.10 | 180.169 | 180.368 | 176.768 | ||
5759 | 2015.02.06 15:33 | s/l | 2688 | 0.10 | 180.376 | 180.368 | 176.768 | -2070.00 | 6875110.00 |
5760 | 2015.02.06 15:45 | close | 2686 | 0.10 | 180.662 | 178.593 | 182.343 | 11680.00 | 6886790.00 |
5761 | 2015.02.06 15:57 | t/p | 2687 | 0.10 | 181.335 | 175.645 | 181.325 | 16880.00 | 6903670.00 |
5762 | 2015.02.06 16:00 | buy | 2689 | 0.10 | 181.389 | 180.826 | 186.176 | ||
5763 | 2015.02.06 17:00 | buy | 2690 | 0.10 | 181.320 | 177.317 | 182.997 | ||
5764 | 2015.02.09 10:37 | s/l | 2689 | 0.10 | 180.819 | 180.826 | 186.176 | -5700.00 | 6897970.00 |
5765 | 2015.02.09 12:00 | sell | 2691 | 0.10 | 180.513 | 181.305 | 177.705 | ||
5766 | 2015.02.09 16:00 | buy | 2692 | 0.10 | 180.504 | 179.924 | 185.274 | ||
5767 | 2015.02.10 12:47 | s/l | 2691 | 0.10 | 181.318 | 181.305 | 177.705 | -8050.00 | 6889920.00 |
5768 | 2015.02.10 15:30 | buy | 2693 | 0.10 | 182.028 | 181.248 | 184.998 | ||
5769 | 2015.02.10 16:30 | buy | 2694 | 0.10 | 182.003 | 181.029 | 185.379 | ||
5770 | 2015.02.11 11:40 | t/p | 2690 | 0.10 | 183.000 | 177.317 | 182.997 | 16800.00 | 6906720.00 |
5771 | 2015.02.11 12:15 | modify | 2693 | 0.10 | 182.028 | 182.279 | 184.998 | ||
5772 | 2015.02.11 13:00 | buy | 2695 | 0.10 | 183.267 | 179.261 | 184.941 | ||
5773 | 2015.02.11 15:45 | close | 2693 | 0.10 | 183.221 | 182.279 | 184.998 | 11930.00 | 6918650.00 |
5774 | 2015.02.12 12:45 | close | 2694 | 0.10 | 183.013 | 181.029 | 185.379 | 10100.00 | 6928750.00 |
5775 | 2015.02.12 14:15 | buy | 2696 | 0.10 | 183.935 | 183.166 | 186.916 | ||
5776 | 2015.02.12 15:30 | sell | 2697 | 0.10 | 183.687 | 184.621 | 181.021 | ||
5777 | 2015.02.12 15:45 | close | 2696 | 0.10 | 183.493 | 183.166 | 186.916 | -4420.00 | 6924330.00 |
5778 | 2015.02.12 17:15 | close | 2697 | 0.10 | 183.052 | 184.621 | 181.021 | 6350.00 | 6930680.00 |
5779 | 2015.02.12 17:15 | buy | 2698 | 0.10 | 183.063 | 182.239 | 185.839 | ||
5780 | 2015.02.16 12:30 | sell | 2699 | 0.10 | 182.447 | 183.204 | 179.454 | ||
5781 | 2015.02.16 13:30 | close | 2698 | 0.10 | 182.402 | 182.239 | 185.839 | -6610.00 | 6924070.00 |
5782 | 2015.02.17 12:45 | close | 2699 | 0.10 | 182.845 | 183.204 | 179.454 | -3980.00 | 6920090.00 |
5783 | 2015.02.18 09:15 | sell | 2700 | 0.10 | 182.761 | 183.567 | 179.967 | ||
5784 | 2015.02.18 11:30 | s/l | 2700 | 0.10 | 183.569 | 183.567 | 179.967 | -8080.00 | 6912010.00 |
5785 | 2015.02.18 11:45 | buy | 2701 | 0.10 | 183.774 | 183.004 | 186.754 | ||
5786 | 2015.02.19 12:00 | close | 2701 | 0.10 | 183.600 | 183.004 | 186.754 | -1740.00 | 6910270.00 |
5787 | 2015.02.20 13:00 | sell | 2702 | 0.10 | 182.430 | 183.180 | 179.430 | ||
5788 | 2015.02.20 17:45 | close | 2702 | 0.10 | 182.645 | 183.180 | 179.430 | -2150.00 | 6908120.00 |
5789 | 2015.02.24 10:15 | buy | 2703 | 0.10 | 184.382 | 183.610 | 187.360 | ||
5790 | 2015.02.24 10:15 | buy | 2704 | 0.10 | 184.387 | 183.410 | 187.760 | ||
5791 | 2015.02.24 20:12 | s/l | 2703 | 0.10 | 183.610 | 183.610 | 187.360 | -7720.00 | 6900400.00 |
5792 | 2015.02.26 03:30 | t/p | 2695 | 0.10 | 184.936 | 179.261 | 184.941 | 16690.00 | 6917090.00 |
5793 | 2015.02.26 04:00 | buy | 2705 | 0.10 | 184.937 | 184.160 | 187.910 | ||
5794 | 2015.02.26 06:30 | close | 2704 | 0.10 | 184.965 | 183.410 | 187.760 | 5780.00 | 6922870.00 |
5795 | 2015.02.26 15:04 | s/l | 2705 | 0.10 | 184.164 | 184.160 | 187.910 | -7730.00 | 6915140.00 |
5796 | 2015.02.27 12:00 | close | 2692 | 0.10 | 183.817 | 179.924 | 185.274 | 33130.00 | 6948270.00 |
5797 | 2015.02.27 12:00 | sell | 2706 | 0.10 | 183.812 | 184.371 | 179.021 | ||
5798 | 2015.02.27 15:30 | s/l | 2706 | 0.10 | 184.365 | 184.371 | 179.021 | -5530.00 | 6942740.00 |
5799 | 2015.02.27 15:45 | sell | 2707 | 0.10 | 184.173 | 184.969 | 181.369 | ||
5800 | 2015.02.27 16:00 | sell | 2708 | 0.10 | 184.088 | 184.640 | 179.290 | ||
5801 | 2015.02.27 17:57 | s/l | 2708 | 0.10 | 184.636 | 184.640 | 179.290 | -5480.00 | 6937260.00 |
5802 | 2015.02.27 18:31 | s/l | 2707 | 0.10 | 184.976 | 184.969 | 181.369 | -8030.00 | 6929230.00 |
5803 | 2015.03.03 11:00 | sell | 2709 | 0.10 | 183.910 | 184.499 | 181.519 | ||
5804 | 2015.03.03 15:00 | sell | 2710 | 0.10 | 183.847 | 184.599 | 180.849 | ||
5805 | 2015.03.03 16:00 | sell | 2711 | 0.10 | 183.781 | 185.045 | 182.368 | ||
5806 | 2015.03.04 15:15 | close | 2710 | 0.10 | 183.443 | 184.599 | 180.849 | 4040.00 | 6933270.00 |
5807 | 2015.03.04 15:15 | sell | 2712 | 0.10 | 183.437 | 184.032 | 180.282 | ||
5808 | 2015.03.05 12:30 | buy | 2713 | 0.10 | 183.223 | 182.405 | 186.005 | ||
5809 | 2015.03.05 13:00 | close | 2709 | 0.10 | 183.313 | 184.499 | 181.519 | 5970.00 | 6939240.00 |
5810 | 2015.03.05 15:30 | close | 2712 | 0.10 | 183.577 | 184.032 | 180.282 | -1400.00 | 6937840.00 |
5811 | 2015.03.06 12:00 | sell | 2714 | 0.10 | 182.452 | 183.212 | 179.462 | ||
5812 | 2015.03.06 12:17 | s/l | 2713 | 0.10 | 182.404 | 182.405 | 186.005 | -8190.00 | 6929650.00 |
5813 | 2015.03.06 12:35 | t/p | 2711 | 0.10 | 182.355 | 185.045 | 182.368 | 14260.00 | 6943910.00 |
5814 | 2015.03.06 12:45 | sell | 2715 | 0.10 | 182.222 | 183.032 | 179.432 | ||
5815 | 2015.03.06 15:45 | close | 2714 | 0.10 | 182.963 | 183.212 | 179.462 | -5110.00 | 6938800.00 |
5816 | 2015.03.06 18:15 | sell | 2716 | 0.10 | 182.197 | 182.956 | 179.206 | ||
5817 | 2015.03.09 18:19 | s/l | 2716 | 0.10 | 182.955 | 182.956 | 179.206 | -7580.00 | 6931220.00 |
5818 | 2015.03.09 18:50 | s/l | 2715 | 0.10 | 183.033 | 183.032 | 179.432 | -8110.00 | 6923110.00 |
5819 | 2015.03.10 06:30 | buy | 2717 | 0.10 | 183.861 | 183.083 | 186.833 | ||
5820 | 2015.03.10 14:19 | s/l | 2717 | 0.10 | 183.084 | 183.083 | 186.833 | -7770.00 | 6915340.00 |
5821 | 2015.03.11 12:45 | buy | 2718 | 0.10 | 182.793 | 181.981 | 185.581 | ||
5822 | 2015.03.11 16:52 | s/l | 2718 | 0.10 | 181.986 | 181.981 | 185.581 | -8070.00 | 6907270.00 |
5823 | 2015.03.11 17:15 | sell | 2719 | 0.10 | 181.917 | 182.662 | 178.912 | ||
5824 | 2015.03.11 20:45 | sell | 2720 | 0.10 | 180.952 | 181.892 | 177.542 | ||
5825 | 2015.03.12 08:00 | sell | 2721 | 0.10 | 181.413 | 181.967 | 176.617 | ||
5826 | 2015.03.12 15:45 | close | 2720 | 0.10 | 181.406 | 181.892 | 177.542 | -4540.00 | 6902730.00 |
5827 | 2015.03.12 15:45 | buy | 2722 | 0.10 | 181.397 | 180.580 | 184.180 | ||
5828 | 2015.03.12 17:30 | close | 2719 | 0.10 | 181.004 | 182.662 | 178.912 | 9130.00 | 6911860.00 |
5829 | 2015.03.12 19:35 | s/l | 2722 | 0.10 | 180.571 | 180.580 | 184.180 | -8260.00 | 6903600.00 |
5830 | 2015.03.12 19:45 | sell | 2723 | 0.10 | 180.529 | 181.479 | 177.129 | ||
5831 | 2015.03.13 13:15 | sell | 2724 | 0.10 | 180.098 | 180.851 | 177.101 | ||
5832 | 2015.03.13 17:15 | modify | 2724 | 0.10 | 180.098 | 179.766 | 177.101 | ||
5833 | 2015.03.13 20:30 | modify | 2723 | 0.10 | 180.529 | 179.526 | 177.129 | ||
5834 | 2015.03.16 11:59 | s/l | 2723 | 0.10 | 179.530 | 179.526 | 177.129 | 9990.00 | 6913590.00 |
5835 | 2015.03.16 13:30 | close | 2724 | 0.10 | 179.561 | 179.766 | 177.101 | 5370.00 | 6918960.00 |
5836 | 2015.03.17 13:00 | sell | 2725 | 0.10 | 179.422 | 180.232 | 176.632 | ||
5837 | 2015.03.18 12:30 | close | 2725 | 0.10 | 178.368 | 180.232 | 176.632 | 10540.00 | 6929500.00 |
5838 | 2015.03.18 12:30 | buy | 2726 | 0.10 | 178.353 | 178.159 | 181.759 | ||
5839 | 2015.03.18 12:31 | s/l | 2726 | 0.10 | 178.146 | 178.159 | 181.759 | -2070.00 | 6927430.00 |
5840 | 2015.03.18 12:45 | sell | 2727 | 0.10 | 177.888 | 178.637 | 174.887 | ||
5841 | 2015.03.18 14:15 | sell | 2728 | 0.10 | 177.662 | 178.602 | 174.252 | ||
5842 | 2015.03.18 19:00 | close | 2727 | 0.10 | 177.588 | 178.637 | 174.887 | 3000.00 | 6930430.00 |
5843 | 2015.03.18 21:15 | s/l | 2728 | 0.10 | 178.618 | 178.602 | 174.252 | -9560.00 | 6920870.00 |
5844 | 2015.03.18 21:30 | sell | 2729 | 0.10 | 178.971 | 179.777 | 176.177 | ||
5845 | 2015.03.18 22:14 | s/l | 2729 | 0.10 | 179.785 | 179.777 | 176.177 | -8140.00 | 6912730.00 |
5846 | 2015.03.23 10:00 | sell | 2730 | 0.10 | 178.758 | 179.552 | 175.952 | ||
5847 | 2015.03.24 13:45 | sell | 2731 | 0.10 | 178.083 | 178.843 | 175.093 | ||
5848 | 2015.03.25 06:15 | close | 2730 | 0.10 | 177.941 | 179.552 | 175.952 | 8170.00 | 6920900.00 |
5849 | 2015.03.25 14:00 | close | 2731 | 0.10 | 177.958 | 178.843 | 175.093 | 1250.00 | 6922150.00 |
5850 | 2015.03.26 07:15 | sell | 2732 | 0.10 | 177.313 | 178.067 | 174.317 |